Patching SQL Server, generally completes without errors, but sometimes, you do get complications.
This was in applying sql 2017 CU 11, 14.0.3814, to SQL Server Failover cluster (FCI), with always-on to another SQL Server Failover cluster (FCI), no listener between the two. Failed on the passive node.
The dreaded error below:
Message Script level upgrade for database 'master' failed because upgrade step 'msdb110_upgrade.sql' encountered error 3933, state 1, severity 25. This is a serious error condition which might interfere with regular operation and the database will be taken offline. If the error happened during upgrade of the 'master' database, it will prevent the entire SQL Server instance from starting. Examine the previous errorlog entries for errors, take the appropriate corrective actions and re-start the database so that the script upgrade steps run to completion.
Finally figured this out to be related to the check box for MS DTS on the properties for Always-On.
Supposedly fixed in CU7, but I think not.
Unchecked the DTC Support for AG Group.
Re-ran the patch, and it completed successfully.
I Love patches !